This should be fixed in version 1.0.40 as we tried several scenarios. You could still get "different version" message, but that is most likely due to small data differences between gog installer / steam installation (datahash compare between both versions - this message has nothing to do with the actual version number).
As long as the version numbers are the same, there should be no problem except for the message that might pop up.
If you have any specific scenarios that do not work in 1.0.40, please report them and we'll try to fix them as soon as possible. Connect via ip should always work between same versions.
